+313.1%
EOG vs GRAB
-74.3%
+387.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -0.1% |
| 7D | +1.5% | -10.8% | +12.3% | +1.9% |
| 30D | +2.9% | -15.5% | +18.5% | +3.5% |
| 3M | +8.7% | -9.0% | +17.7% | +8.9% |
| 6M | +12.9% | -21.6% | +34.5% | +13.7% |
| YTD | +43.8% | -38.9% | +82.7% | +46.4% |
| 1Y | +27.1% | -44.8% | +71.9% | +29.8% |
| 3Y | +25.9% | -18.4% | +44.3% | +25.5% |
| 5Y | +177.9% | -71.6% | +249.6% | +171.6% |
| All | +313.1% | -74.3% | +387.5% | +284.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GRAB.
Daily Out/Under-Performance
Portfolio return minus GRAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRAB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded GRAB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling